As the US dividend futures market evolves, significant trading strategies are emerging, including the introduction of quantitative investment strategies www.risk.net/markets/7962...

As enthusiasm for US curve steepeners fades, there is little consensus on which US rates trade to shift to next www.risk.net/markets/7962...

JP Morgan SE reduced the share of its centrally cleared OTC derivatives by more than 30 percentage points in 2024 to just 15% www.risk.net/risk-quantum...

UniCredit’s VAR gauges pulled back sharply in the first half of 2025 www.risk.net/risk-quantum...

Governance, risk and compliance technology providers seen as lacking in Risk Benchmarking study. www.risk.net/benchmarking...

The OCC is set to cut almost a third of staff, raising concerns over its ability to fulfil its regulatory mission www.risk.net/regulation/7...

BIS triennial survey: Average daily turnover of OTC IR derivatives surged to all-time high www.risk.net/risk-quantum...

‘Inconsistent, duplicative and inefficient’: why the EU’s trade reporting rules need an overhaul. www.risk.net/regulation/7...

JP Morgan EU recorded the largest increase in OTC derivatives among the bloc’s top banks, adding €5.67 trillion to its book www.risk.net/risk-quantum...

Natixis has made a series of senior hires in its rates and foreign exchange market-making business in the Asia-Pacific region www.risk.net/markets/7962...

Majority of banks’ ERM functions report to CROs, with only 6% reporting to CEOs www.risk.net/benchmarking...

How an emerging set of tools – from repo-OIS basis swaps to CMT-linked volatility – enable hedging, risk transfer, and balance sheet optimisation as term premium reasserts itself www.risk.net/markets/7962...

A proposed change to EU securitisation regulations could encourage banks to include residential mortgages in synthetic risk transfer trades www.risk.net/markets/7962...

Required IM at 14 CCPs analysed by @RiskQuantum rose 10.5% in Q2, reaching an all-time high of $1.2 trillion www.risk.net/risk-quantum...

97% of banks have a documented, board-approved ERM risk appetite framework – Enterprise Risk Benchmarking data www.risk.net/benchmarking...

Concerns over accounting treatment of FICC’s UST clearing structure have been partially resolved, increasing market confidence www.risk.net/risk-managem...

Chinese dealers’ average CVA risk charges climbed 10% in Q2, as tariff announcements rattled international trade www.risk.net/risk-quantum...

Activity in Hong Kong dollar FX trading this year is a reminder of the potential perils when pricing and trading derivatives linked to pegged currencies www.risk.net/markets/7962...

The race to dominate the market for ETFs referencing autocallable bonds is gathering pace www.risk.net/markets/7962...

HSBC chief risk and compliance officer says bank’s doing “a lot” to stay on top of tariff-related credit risks, but not beyond business-as-usual risk management www.risk.net/risk-managem...

Open interest in Comex gold futures sold by banks reached 276,380 contracts as of August 5 – a 53.8% rise www.risk.net/risk-quantum...

Will endebted governments turn to financial repression? www.risk.net/investing/79...

US banks recorded their largest-ever Q2 increase in OTC derivatives, with notionals rising to a record $276.6 trillion. www.risk.net/risk-quantum...

Almost 80% of North American lenders assign primary responsibility for ERM to a formally designated head of enterprise risk www.risk.net/benchmarking...

“We are not sure yet if it is worth the trouble” – FCM head of clearing on CME/FanDuel event contracts www.risk.net/risk-managem...

Systemic indicators for the EU’s largest banks expanded across the board in 2024 www.risk.net/risk-quantum...

Banks wobble over tightrope-walk between two interest rate risk tests – NII and EVE. www.risk.net/regulation/7...

ERM survey: 13% of G-Sibs reported no formal ERM requirement or unclear expectations www.risk.net/benchmarking...

Several CCPs made record margin calls in Q2 as tariffs sparked volatility www.risk.net/risk-quantum...

As the US dollar declined this year, expectations grew that real money hedgers would increase hedge ratios on their USD assets. But despite an early flurry of hedging, some traders say flows in recent months have been disappointing www.risk.net/markets/7962...

How Graham Capital shut down swap-spread exposure during April's turmoil and sees positive signals amid Trump noise www.risk.net/markets/7962...

Three Chinese G-Sibs recorded their steepest rise in market RWAs since the country adopted final Basel III rules in 2024. www.risk.net/risk-quantum...

Risk’s first ERM benchmarking survey’s 5,000 data points reveals diversity of 37 respondent banks’ setups www.risk.net/benchmarking...

Ice Clear Credit suffered an operational failure lasting six hours and 22 minutes in Q2 www.risk.net/risk-quantum...

CME’s use of F&O Financial as an NCM for event contracts raises intriguing questions. www.risk.net/risk-managem...

IM breaches surged at CCPs worldwide in Q2, driven by tariff-induced market volatility in early April www.risk.net/risk-quantum...

Prioritise observable decision pathways over traditional interpretability to build trust in AI systems, says former regulator. www.risk.net/comment/7962...

US rates markets seem unconvinced about the transformative potential of GenAI models, new research shows www.risk.net/investing/79...

Eight banks have breached a critical threshold in the net interest income test. www.risk.net/regulation/7...

August’s clearing rate dip hints at global credit market strains. www.risk.net/risk-quantum...

Latest op risk loss commentary: JP Morgan to pay Malaysian government $331m for its role in 1MDB scandal; Salesforce customers caught in vishing net – data from ORX News www.risk.net/comment/7962...

“We have been informed that the margin will eventually be lower than with the IRM 1 model by about 25%” – clearing executive, European bank www.risk.net/risk-managem...

Lack of transparency surrounding economic value of equity continuing years after SVB collapse. www.risk.net/risk-quantum...

Amundi’s tactical pivot: www.risk.net/markets/7962...

MMFs channelled $1.1 trillion of repos through FICC’s sponsored clearing platform in July. www.risk.net/7962103

“The goal and expectation with Dora is to raise the bar for everyone, reducing vulnerabilities caused by the weakest link in the chain” – Anne Leslie, head of European cloud risk, IBM www.risk.net/risk-managem...

Brevan Howard’s reinvention – and rebound to $34 billion in assets – owes a lot to diversification. www.risk.net/markets/7962...

Clearing member contributions to National Securities Clearing Corporation’s default fund reached all-time high on June 30. www.risk.net/risk-quantum...

Johnson ruling raises further questions around pre-hedging. www.risk.net/markets/7962...

RBC US will need to hold $70.5 billion or less in non-bank assets in Q3 to avoid category III classification. www.risk.net/risk-quantum...